+173.3%
CFG vs BN
+90.6%
+82.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.3% |
| 7D | -0.9% | +5.3% | -6.2% | -4.3% |
| 30D | +1.1% | +11.9% | -10.8% | -6.2% |
| 3M | -12.0% | -5.7% | -6.3% | -8.9% |
| 6M | -2.2% | -10.6% | +8.4% | +4.4% |
| YTD | +11.4% | -9.4% | +20.8% | +16.7% |
| 1Y | +27.8% | -8.8% | +36.6% | +33.0% |
| 3Y | +173.3% | +95.6% | +77.7% | +54.4% |
| All | +173.3% | +90.6% | +82.7% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling